In this survey, we study user behavior in Online Social Networks from four different perspectives: connection and interaction, traffic activity, mobile social behavior, and malicious behavior. We review the existing representative schemes and also provide potential future directions. We envision that this research line will enhance the user experience from various aspects, as well as satisfy different players, including the infrastructure providers, service providers, and end users. We believe that further research of user behavior in Online Social Networks will generate more interesting research problems and exciting solutions in this area.